hdflex

High-Dimensional Aggregate Density Forecasts

CRAN Package

Provides a forecasting method that efficiently maps vast numbers of (scalar-valued) signals into an aggregate density forecast in a time-varying and computationally fast manner. The method proceeds in two steps: First, it transforms a predictive signal into a density forecast and, second, it combines the resulting candidate density forecasts into an ultimate aggregate density forecast. For a detailed explanation of the method, please refer to Adaemmer et al. (2023) doi:10.2139/ssrn.4342487.


Documentation


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Insights

Last 30 days

This package has been downloaded 152 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 2 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
0 downloadsMar 4, 2025
10 downloadsMar 5, 2025
3 downloadsMar 6, 2025
3 downloadsMar 7, 2025
0 downloadsMar 8, 2025
1 downloadsMar 9, 2025
1 downloadsMar 10, 2025
7 downloadsMar 11, 2025
5 downloadsMar 12, 2025
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2 downloadsMar 14, 2025
11 downloadsMar 15, 2025
1 downloadsMar 16, 2025
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11 downloadsMar 18, 2025
2 downloadsMar 19, 2025
9 downloadsMar 20, 2025
8 downloadsMar 21, 2025
3 downloadsMar 22, 2025
8 downloadsMar 23, 2025
4 downloadsMar 24, 2025
5 downloadsMar 25, 2025
8 downloadsMar 26, 2025
6 downloadsMar 27, 2025
8 downloadsMar 28, 2025
3 downloadsMar 29, 2025
5 downloadsMar 30, 2025
2 downloadsMar 31, 2025
11 downloadsApr 1, 2025
5 downloadsApr 2, 2025
2 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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11

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 4,191 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Aug 22, 2024 with 55 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports4 packages
  • Suggests2 packages
  • Linking To3 packages